INTERNATIONAL PRODUCTS
COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,856.8590 | 8640.714 |
| Eurostoxx 50 | 4,065.3700 | 5934.96 |
| Nikkei 225 | 31,062.3500 | 62654.05 |
| S&P 500 | 4,247.6800 | 7501.24 |
STRIKE DATE 24/10/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 3.70% Semi-Annually (7.40% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2697455926
NEXT POTENTIAL MATURITY DATE 24/10/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,660.2000 | 10372.93 |
| Eurostoxx 50 | 4,242.7000 | 5934.96 |
| Nikkei 225 | 33,242.5900 | 62654.05 |
STRIKE DATE 19/09/2023
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall
Autocall Opportunities: Semi-annual from 12 months
Autocall Trigger: 100% of initial level
Coupon Rate: 4.25% semi-annual (8.50% annually)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2682514059
NEXT POTENTIAL MATURITY DATE 19/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,196.6280 | 8640.714 |
| Eurostoxx 50 | 4,242.7000 | 5934.96 |
| Nikkei 225 | 33,242.5900 | 62654.05 |
STRIKE DATE 19/09/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 6.00% Semi-Annually (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2608297698
NEXT POTENTIAL MATURITY DATE 19/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,196.6280 | 8640.714 |
| Eurostoxx 50 | 4,242.7000 | 5934.96 |
| Nikkei 225 | 33,242.5900 | 62654.05 |
STRIKE DATE 19/09/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 6.75% Semi-Annually (13.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.50% p.a.
ISIN XS2608297425
NEXT POTENTIAL MATURITY DATE 19/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,056.0930 | 8640.714 |
| Eurostoxx 50 | 4,152.3200 | 5934.96 |
| Nikkei 225 | 32,040.2900 | 62654.05 |
| S&P 500 | 4,373.2000 | 7501.24 |
STRIKE DATE 17/10/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 6.10% Semi-Annually (12.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.20% p.a.
ISIN XS2608299801
NEXT POTENTIAL MATURITY DATE 17/10/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,056.0930 | 8640.714 |
| Eurostoxx 50 | 4,152.3200 | 5934.96 |
| Nikkei 225 | 32,040.2900 | 62654.05 |
| S&P 500 | 4,373.2000 | 7501.24 |
STRIKE DATE 17/10/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 6.70% Semi-Annually (13.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.40% p.a.
ISIN XS2608299983
NEXT POTENTIAL MATURITY DATE 17/10/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,245.8800 | 5934.96 |
| FTSE 100 | 7,652.9400 | 10372.93 |
STRIKE DATE 18/09/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 4.68% Semi-Annually (9.36% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 9.36% p.a.
ISIN XS2608977646
NEXT POTENTIAL MATURITY DATE 18/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Microsoft | 330.2200 | 409.43 |
| Amazon.com | 140.3900 | 267.22 |
| Alphabet-C | 138.3000 | 397.17 |
| Snowflake Inc | 162.4100 | 150.76 |
STRIKE DATE 15/09/2023
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level then reduced by 2.50% per quarter, Floored at 70%
Memory Income Rate: USD = 4.00% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2580075732
NEXT POTENTIAL MATURITY DATE 16/12/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Microsoft | 330.2200 | 409.43 |
| Amazon.com | 140.3900 | 267.22 |
| Alphabet-C | 138.3000 | 397.17 |
| Snowflake Inc | 162.4100 | 150.76 |
STRIKE DATE 15/09/2023
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level then reduced by 2.50% per quarter, Floored at 70%
Memory Income Rate: GBP = 3.875% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 15.50% p.a.
ISIN XS2580075658
NEXT POTENTIAL MATURITY DATE 16/12/2024
COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,673.0800 | 10372.93 |
| S&P 500 | 4,505.1000 | 7501.24 |
| Nikkei 225 | 33,168.1000 | 62654.05 |
| Eurostoxx 50 | 4,279.7500 | 5934.96 |
STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.81% Quarterly (7.24% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.24% p.a.
ISIN DE000HC92CZ6
NEXT POTENTIAL MATURITY DATE 16/09/2024
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 146.31% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,279.7500 | 5934.96 |
| Nikkei 225 | 33,168.1000 | 62654.05 |
| S&P 500 | 4,505.1000 | 7501.24 |
STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Participation Growth Note
Participation Rate: USD: 200% participation in the Index at maturity between 100% - 140% of initial level
Capital Risk: 60% European Barrier
P.A. RETURN
ISIN XS2584329325
NEXT POTENTIAL MATURITY DATE 14/09/2028
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Anglo American | 2,262.5000 | 4063 |
| Freeport-McMoRan Inc | 40.6800 | 66.14 |
| Glencore | 450.7500 | 595.9 |
STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP 2.1125% Quarterly (8.45% p.a.)
Income Trigger: 40% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 40% Final level (European style)
P.A. RETURN 8.45% p.a.
ISIN XS2658415547
NEXT POTENTIAL MATURITY DATE 16/03/2026
COUNTERPARTY Societe Generale
TYPE
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 9.8820 | 36.63 |
| UniCredit SpA | 21.7050 | 72.35 |
| BBVA | 7.2440 | 18.965 |
| Barclays | 160.0800 | 434.7 |
STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP 2.00% Quarterly (8.00% p.a.)
Income Trigger: 40% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 40% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2659606698
NEXT POTENTIAL MATURITY DATE 14/03/2024
COUNTERPARTY Goldmans Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 160.0800 | 434.7 |
| BBVA | 7.2440 | 18.965 |
| Commerzbank AG | 9.8820 | 36.63 |
| UniCredit SpA | 21.7050 | 72.35 |
STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 2.222755% Quarterly (8.9102% p.a.)
Income Trigger: 40% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 40% Final level (European style)
P.A. RETURN 8.9102% p.a.
ISIN XS2658413179
NEXT POTENTIAL MATURITY DATE 14/03/2024
COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,186.5470 | 8640.714 |
| Eurostoxx 50 | 4,279.7500 | 5934.96 |
| Nikkei 225 | 33,168.1000 | 62654.05 |
| S&P 500 | 4,505.1000 | 7501.24 |
STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 5.25% Semi-Annually (10.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.50% p.a.
ISIN XS2683117423
NEXT POTENTIAL MATURITY DATE 17/09/2024
COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,186.5470 | 8640.714 |
| Eurostoxx 50 | 4,279.7500 | 5934.96 |
| Nikkei 225 | 33,168.1000 | 62654.05 |
| S&P 500 | 4,505.1000 | 7501.24 |
STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 5.15 % Semi Annually ( 10.30 % p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.30% p.a.
ISIN XS2683117340
NEXT POTENTIAL MATURITY DATE 17/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,186.5470 | 8640.714 |
| Nasdaq 100 | 15,473.8900 | 29580.3 |
| Nikkei 225 | 33,168.1000 | 62654.05 |
| S&P 500 | 4,505.1000 | 7501.24 |
STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 5.34% Semi Annually Snowballing ( 10.68% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.68% p.a.
ISIN XS2580102643
NEXT POTENTIAL MATURITY DATE 16/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,186.5470 | 8640.714 |
| Eurostoxx 50 | 4,279.7500 | 5934.96 |
| Nikkei 225 | 33,168.1000 | 62654.05 |
| S&P 500 | 4,505.1000 | 7501.24 |
STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 5.82% Semi-Annually (11.64% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.64% p.a.
ISIN XS2580102999
NEXT POTENTIAL MATURITY DATE 16/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,186.5470 | 8640.714 |
| Eurostoxx 50 | 4,279.7500 | 5934.96 |
| Nikkei 225 | 33,168.1000 | 62654.05 |
| S&P 500 | 4,505.1000 | 7501.24 |
STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 3.58% Semi Annually (7.16% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.16% p.a.
ISIN XS2580102726
NEXT POTENTIAL MATURITY DATE 14/09/2024
